{- | Finance.Quote.Yahoo
Finance.Quote.Yahoo is a module to obtain quote information from
finance.yahoo.com, which delivers a csv file with data for various fields,
which are documented at http:\/\/www.gummy-stuff.org\/Yahoo-data.htm.
The homepage for this module is
http:\/\/www.b7j0c.org\/content\/haskell-yquote.html
The license for this module is at
http:\/\/www.b7j0c.org\/content\/license.txt
Since this uses Data.Time.Format, ghc-6.6.1 or greater is required.
Error reporting is somewhat of a mixed model in this module. Where strict
errors of data construction occur, these will be noted as fatal error()
signals, so the error can be noted and fixed. An example of this would be
putting the start and end data in the wrong order for the retrieval of
historical quotes or the creation of a malformed URI. On the other hand,
I continue to propogate Nothing() for networking issues as there may be
external issues creating these errors for which one may want program
execution to continue. My personal tendency is to fail early when
possible and practical.
Exported functions:
getQuote, which takes a list of quote symbols (in the finance sense of
\"symbol\" - YHOO,GOOG etc), a list of fields, and
returns a Data.Map, where the keys are pairs (symbol,field) and
values are the returned Strings. Upon any problem, Nothing is
returned. I have not cast the data into stronger types than String since
Yahoo is inconsistent about what is returned in the csv. Fields often
contain punctuation, symbols, as well as numbers. So really, they are
Strings.
getHistoricalQuote, which takes a quote symbol, and two Data.Time.Calendar
Day types, one for the starting date to receive quote data, and one for the
end date. Yahoo does not let you choose the fields to see in historical
quotes, data is limited to price and volume information.
quoteRec - useful for debugging the quote URI to see if Yahoo is denying
the service.
Here is small complete program illustrating the use of this module
@
module Main where
import Finance\.Quote\.Yahoo
import Data\.Time\.Calendar
import Data\.Map
quoteSymbolList = [\"YHOO\",\"^DJI\"] :: [QuoteSymbol]
quoteFieldsList = [\"s\",\"l1\",\"c\"] :: [QuoteField]
main = do
q <- getQuote quoteSymbolList quoteFieldsList
case q of
Nothing -> error \"no map\"
Just m -> case (Data.Map.lookup (\"YHOO\",\"l1\") m) of
Nothing -> print \"no match\"
Just a -> print a
let startDate = Data.Time.Calendar.fromGregorian 2007 07 01
let endDate = Data.Time.Calendar.fromGregorian 2007 07 03
h <- getHistoricalQuote (head quoteSymbolList) startDate endDate Daily
case h of
Nothing -> error \"no historical\"
Just l -> sequence $ Prelude.map print l
return ()
@
-}moduleFinance.Quote.Yahoo(getQuote,getHistoricalQuote,defaultQuoteFields,baseQuoteURI,baseHistoricalURI,quoteReq,QuoteField,QuoteSymbol,QuoteValue,Quote,QuoteCurrency,QuoteFrequency(..),HistoricalQuote(..))whereimportqualifiedNetwork.CurlasC(curlGetString)importqualifiedNetwork.Curl.CodeasCCimportqualifiedNetwork.URIasU(parseURI,escapeURIString,isUnescapedInURI)importqualifiedData.Time.CalendarasT(Day(..),fromGregorian)importqualifiedData.Time.FormatasF(formatTime)importqualifiedSystem.LocaleasL(defaultTimeLocale)importqualifiedData.MapasM(fromList,Map(..))importData.List(intersperse){-
License info:
The license is a simple BSD3-style license available here:
http://www.b7j0c.org/content/license.txt-}typeQuoteField=StringtypeQuoteSymbol=StringtypeQuoteValue=StringtypeQuoteCSV=StringtypeQuote=[(QuoteField,QuoteValue)]-- | fetchCSV is a convenience function broken out to isolate HTTP use.fetchCSV::QuoteSymbol->IO(MaybeString)fetchCSVs=caseU.parseURIsofNothing->error("uri malformed:"++s)Justuri->dotryCSV<-C.curlGetStrings[]case(fsttryCSV)ofCC.CurlOK->return(Just$sndtryCSV)_->return(Nothing)-- | This is the base uri to get csv quotes. Exported. baseQuoteURI="http://download.finance.yahoo.com/d/quotes.csv"::String-- | If you just want the name, latest price and change, use this. Exported.defaultQuoteFields=["n","l1","c"]::[QuoteField]-- | quoteReq will build a String representation of a Yahoo Finance CSV-- request URI. quoteReq::[QuoteSymbol]->[QuoteField]->StringquoteReqsymbolsfields=U.escapeURIStringU.isUnescapedInURI$baseQuoteURI++"?s="++(join"+"symbols)++"&f="++(concatfields)-- | parseQuote will take a list of symbols, a list of fields, and the -- csv data and return a Data.Map, as described below (see getQuote).-- If there is a mismatch in the number of fields being zipped to-- produce the map, an error is triggered.parseQuote::[QuoteSymbol]->[QuoteField]->QuoteCSV->Maybe(M.Map(QuoteSymbol,QuoteField)QuoteValue)parseQuotesymbolsfieldscsv=letl=concat$map(split',')$lines$filter(\c->notElemc"\r\"")csvp=[(x,y)|x<-symbols,y<-fields]incase(lengthp==lengthl)ofTrue->Just(M.fromList$zippl)False->error("mismatch in fields and returned data")-- | getQuote will take a list of symbols, a list of fields, and will -- return a Data.Map, where the key type is-- (symbol,field) -- and the value type is whatever quote value string is returned.-- An example map entry: ---- key: \(\"YHOO\",\"c\"\), value: \"24.00\"---- Which gives you the closing price (c) for the symbol YHOO.---- NOTE!-- This function does NOT alter the casing of the quote symbols passed-- in the first parameter. These symbols are used as the first element-- of the Map key tuple without altering them. Be careful! This function-- is exported.getQuote::[QuoteSymbol]->[QuoteField]->IO(Maybe(M.Map(QuoteSymbol,QuoteField)QuoteValue))getQuotesymbolsfields=doletreq=quoteReqsymbolsfieldstrycsv<-fetchCSVreqcasetrycsvofNothing->error("no csv returned for "++req)Justcsv->return$parseQuotesymbolsfieldscsv-- | This is the base uri to get csv historical quote data. Exported.baseHistoricalURI="http://ichart.finance.yahoo.com/table.csv"-- | Float is not an fully appropriate currency type, beware. Exported.typeQuoteCurrency=Float-- | HistoricalQuote reflects the row form of a yahoo historical quote:-- Date,Open,High,Low,Close,Volume,Adj Close (taken from the csv itself).-- Exported.dataHistoricalQuote=HistoricalQuote{symbol::QuoteSymbol,date::T.Day,open::QuoteCurrency,high::QuoteCurrency,low::QuoteCurrency,close::QuoteCurrency,adjclose::QuoteCurrency,volume::Int}derivingShow-- | QuoteFrequency - frequency for historical quotes. Exported.dataQuoteFrequency=Daily|Weekly|Monthly|Dividend-- | historicalQuoteReq will build a String representation of a -- Yahoo Finance CSV historical quote request URI. historicalQuoteReq::QuoteSymbol->T.Day->T.Day->QuoteFrequency->StringhistoricalQuoteReqsymbolstartendfreq=let(startDay,startMonth,startYear)=dateArgsstart(endDay,endMonth,endYear)=dateArgsendfreqChar=freqArgfreqinU.escapeURIStringU.isUnescapedInURI$baseHistoricalURI++"?s="++symbol++"&a="++startMonth++"&b="++startDay++"&c="++startYear++"&d="++endMonth++"&e="++endDay++"&f="++endYear++"&g="++[freqChar]where-- Return the string args for the URI.-- Note when parsing months - for some odd reason Yahoo has decided -- that month numbers should be zero-based...06 = July, etc.dateArgs::T.Day->(String,String,String)dateArgst=(day,month,year)wheredtl=L.defaultTimeLocaleday=F.formatTimedtl"%d"tmonth=show$(read(F.formatTimedtl"%m"t)::Int)-1year=F.formatTimedtl"%Y"t-- Return the char Yahoo uses to denote various frequenciesfreqArg::QuoteFrequency->CharfreqArgf=casefofDaily->'d'Weekly->'w'Monthly->'m'Dividend->'v'-- | parseHistorical takes the raw csv from Yahoo Finance and returns -- a list of HistoricalQuote entries.parseHistorical::QuoteSymbol->QuoteCSV->Maybe[HistoricalQuote]parseHistoricalsymbol'csv=letl=reverse$map(split',')$(tail.lines)$filter(\c->notElemc"\r")csvinJust$map(makeHistoricalQuote)lwhere-- Create a HistoricalQuote entry from a line from the csv.makeHistoricalQuote::[String]->HistoricalQuotemakeHistoricalQuotel=case(lengthl==7)ofFalse->error("malformed line:"++(showl))True->letdate'=makeDay(l!!0)open'=read(l!!1)::QuoteCurrencyhigh'=read(l!!2)::QuoteCurrencylow'=read(l!!3)::QuoteCurrencyclose'=read(l!!4)::QuoteCurrencyadjclose'=read(l!!6)::QuoteCurrencyvolume'=read(l!!5)::IntinHistoricalQuote{symbol=symbol',date=date',open=open',high=high',low=low',close=close',adjclose=adjclose',volume=volume'}where-- Create a Day type from the str date from the csv.makeDay::String->T.DaymakeDays=leta=split'-'sincase(lengtha==3)ofFalse->error("date field "++s++" malformed")True->lety=read(a!!0)::Integerm=read(a!!1)::Intd=read(a!!2)::IntinT.fromGregorianymd-- | getHistoricalQuote takes a stock symbol, start and end date ranges,-- a quote frequency setting, and obtains the HistoricalQuote lines -- for this given date range and quote frequency. -- Supported frequencies are "Daily", "Weekly", -- "Monthly" or "Dividend". Hopefully these are self-explanatory.-- Nothing is returned on any error, but note if you ask for the quotes-- based on Dividend frequency for a stock that pays no dividends, you-- will not see Nothing, but just an empty result.-- Check finance.yahoo.com to see how-- far they offer quote history for a symbol you are interested in.-- Note! Yahoo takes some liberties with dates due to weekends and -- holidays and market closures. Exported.---- Here is what a sample result looks like for one day in the history:---- HistoricalQuote \{symbol \= \"YHOO\",-- date \= 2007-07-02\, -- open \= 27.19\, -- high \= 27.27\, -- low \= 26.76\, -- close \= 26.86\, -- adjclose \= 26.86\, -- volume \= 21011000\}--getHistoricalQuote::QuoteSymbol->T.Day->T.Day->QuoteFrequency->IO(Maybe[HistoricalQuote])getHistoricalQuotesymbolstartendfreq=caseend>startofFalse->error("start date must be earlier than end date")True->dotrycsv<-fetchCSV(historicalQuoteReqsymbolstartendfreq)casetrycsvofNothing->returnNothingJustcsv->return$parseHistoricalsymbolcsv-- split and join are copies of those from MissingHsplit::Char->String->[String]splitdelims=ifnullrestthen[token]elsetoken:splitdelim(tailrest)where(token,rest)=span(/=delim)sjoin::String->[String]->Stringjoinsep=concat.interspersesep